CME Euro FX (E) Future September 2023
| Trading Metrics calculated at close of trading on 18-May-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2023 |
18-May-2023 |
Change |
Change % |
Previous Week |
| Open |
1.0934 |
1.0910 |
-0.0024 |
-0.2% |
1.1098 |
| High |
1.0943 |
1.0916 |
-0.0027 |
-0.2% |
1.1131 |
| Low |
1.0883 |
1.0833 |
-0.0050 |
-0.5% |
1.0922 |
| Close |
1.0910 |
1.0837 |
-0.0073 |
-0.7% |
1.0927 |
| Range |
0.0061 |
0.0084 |
0.0023 |
38.0% |
0.0209 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,006 |
2,881 |
1,875 |
186.4% |
5,177 |
|
| Daily Pivots for day following 18-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1058 |
1.0883 |
|
| R3 |
1.1029 |
1.0975 |
1.0860 |
|
| R2 |
1.0945 |
1.0945 |
1.0852 |
|
| R1 |
1.0891 |
1.0891 |
1.0845 |
1.0877 |
| PP |
1.0862 |
1.0862 |
1.0862 |
1.0855 |
| S1 |
1.0808 |
1.0808 |
1.0829 |
1.0793 |
| S2 |
1.0778 |
1.0778 |
1.0822 |
|
| S3 |
1.0695 |
1.0724 |
1.0814 |
|
| S4 |
1.0611 |
1.0641 |
1.0791 |
|
|
| Weekly Pivots for week ending 12-May-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1620 |
1.1482 |
1.1041 |
|
| R3 |
1.1411 |
1.1273 |
1.0984 |
|
| R2 |
1.1202 |
1.1202 |
1.0965 |
|
| R1 |
1.1064 |
1.1064 |
1.0946 |
1.1029 |
| PP |
1.0993 |
1.0993 |
1.0993 |
1.0975 |
| S1 |
1.0855 |
1.0855 |
1.0907 |
1.0820 |
| S2 |
1.0784 |
1.0784 |
1.0888 |
|
| S3 |
1.0575 |
1.0646 |
1.0869 |
|
| S4 |
1.0366 |
1.0437 |
1.0812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1008 |
1.0833 |
0.0176 |
1.6% |
0.0064 |
0.6% |
3% |
False |
True |
1,155 |
| 10 |
1.1131 |
1.0833 |
0.0298 |
2.7% |
0.0066 |
0.6% |
2% |
False |
True |
1,198 |
| 20 |
1.1177 |
1.0833 |
0.0345 |
3.2% |
0.0074 |
0.7% |
1% |
False |
True |
1,477 |
| 40 |
1.1177 |
1.0810 |
0.0367 |
3.4% |
0.0073 |
0.7% |
7% |
False |
False |
1,069 |
| 60 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0076 |
0.7% |
39% |
False |
False |
1,185 |
| 80 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0071 |
0.7% |
39% |
False |
False |
898 |
| 100 |
1.1177 |
1.0624 |
0.0554 |
5.1% |
0.0065 |
0.6% |
39% |
False |
False |
735 |
| 120 |
1.1177 |
1.0540 |
0.0637 |
5.9% |
0.0062 |
0.6% |
47% |
False |
False |
633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1271 |
|
2.618 |
1.1135 |
|
1.618 |
1.1051 |
|
1.000 |
1.1000 |
|
0.618 |
1.0968 |
|
HIGH |
1.0916 |
|
0.618 |
1.0884 |
|
0.500 |
1.0874 |
|
0.382 |
1.0864 |
|
LOW |
1.0833 |
|
0.618 |
1.0781 |
|
1.000 |
1.0749 |
|
1.618 |
1.0697 |
|
2.618 |
1.0614 |
|
4.250 |
1.0478 |
|
|
| Fisher Pivots for day following 18-May-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0903 |
| PP |
1.0862 |
1.0881 |
| S1 |
1.0849 |
1.0859 |
|